+123.4%
AS vs NTNX
+6.2%
+117.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -4.9% | +3.4% | -8.3% | -5.6% |
| 30D | +3.9% | -13.6% | +17.4% | +7.1% |
| 3M | -9.6% | -11.1% | +1.5% | -7.6% |
| 6M | -8.7% | +35.7% | -44.3% | -16.6% |
| YTD | -19.8% | +16.8% | -36.7% | -24.3% |
| 1Y | -1.5% | -9.1% | +7.6% | -0.5% |
| All | +123.4% | +6.2% | +117.3% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NTNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling